-20.4%
EXFY vs VT
+69.4%
-89.7%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -0.2% |
| 7D | -8.2% | -4.2% | -4.1% | -2.1% |
| 30D | 0.0% | -5.8% | +5.8% | +9.4% |
| 3M | +10.4% | -5.2% | +15.6% | +19.8% |
| 6M | +100.9% | +0.1% | +100.8% | +101.6% |
| YTD | +47.7% | +8.2% | +39.4% | +30.4% |
| 1Y | +37.7% | +10.1% | +27.5% | +17.8% |
| All | -20.4% | +69.4% | -89.7% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling